John A. Jacquez, Frances J. Mather and Charles R. Crawford The theory of simple linear regression is extended to the case of non-uniform error variances for the ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
Jim Gatheral proposes efficient and easy-to-implement Riemann sum and hybrid quadratic exponential schemes for the simulation of rough affine forward variance models The class of affine forward ...
In the common non-parametric regression model the problem of testing for the parametric form of the conditional variance is considered. A stochastic process based on the difference between the ...
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